V-Lab: Sitio Royalties Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Sitio Royalties Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:28.71% (-0.92%)

Analysis last updated: Friday, May 3, 2024 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8550	0.82
$α$	0.0705	3.81
$β$	0.9284	49.57
$γ_{1}$	-0.5622	-2.08
$γ_{2}$	0.7177	2.06

Estimation Period:
Oct 11, 2017 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts